You take a real picture and you trace a vector over it, all the shading comes from the real picture, it is traced. It's hard to explain but, basically to do them nicely, it just takes a load of practice like anything else, and ofcourse some artistic (but not much) ability as for example, being able to draw. If you can draw real good then you have it done, but if you can't then it takes even more practice. Plus a lot of people use Tablets, other's use just their mouse, these also are important factors.